-57.3%
XRPM vs SPY
+17.1%
-74.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -2.9% |
| 7D | -2.3% | -0.7% | -1.6% | -0.7% |
| 30D | -15.4% | -1.0% | -14.3% | -13.0% |
| 3M | -18.5% | -0.3% | -18.1% | -17.2% |
| 6M | -33.4% | +7.3% | -40.8% | -43.2% |
| YTD | -50.7% | +13.3% | -64.0% | -61.1% |
| All | -57.3% | +17.1% | -74.4% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling